Semester: SoSe 2024

Building on the statistical inference concepts (likelihood and Bayes) from Statistical Inference I, this class will cover more advanced topics relevant in  contemporary  ('computer-age') statistical inference including

  • topics (in particular) relevant in high-dimensional setting: Multiple testing, inference after model selection, reproducibility,
  • regularization (Ridge, Lasso) and connections to Bayesian inference
  • inference in more complex settings: model misspecification, dependent data, missing data, censored data
  • computationally intensive methods: More on Bayesian inference, on  the bootstrap and resampling procedures, permutation tests

We will often discuss frequentist and Bayesian approaches to the same problem as well as connections between them.


Semester: SoSe 2024

Joint research seminar of the Chair of Statistics and the Chair of Econometrics

Semester: SoSe 2024

Research seminar of WIAS


Semester: SoSe 2024

Content of this course:

Regression analysis is one of the most developed and commonly used methods in the statistical toolbox. This course gives an introduction to the vast field of regression modelling techniques that extend the classical linear regression model. The course presents the foundations of regression analysis and highlights its application, interpretation, and underlying assumptions.

The topics of this course include a primer on the classical linear regression model, regression models for non-normal responses, and non-parametric smoothing techniques to handle non-linear covariate effects. Data examples illustrate these methods. The lecture is accompanied by an exercise that will show how to apply these approaches, implement the methods using statistical software packages, and interpret the results.

Data protection and copyright:

Some lecture and exercise class might also be available online via Zoom video conferences. It is prohibited to record these video conferences in any way (video, audio, screenshots, etc.). The content of the course, including all provided material, is intellectual property of the respective lecturer (unless declared otherwise) and protected by copyright. Only students enrolled in the Moodle course “Generalized Regression (SS21)” are allowed to use it. In particular, the publication (also partial), duplication, dissemination, and editing of our material (including video conferences) are prohibited. Any violation can be prosecuted.

All students enrolled in the Moodle course pledge themselves to observe the data protection and copyright rules and to use the material (including video conferences) only in the context of their studies individually.

By enrolling in the Moodle course “Generalized Regression (SS21)”, you agree to these data protection and copyright rules.

Semester: SoSe 2024

The course provides an introduction to R. The students are taught to achieve a specified goal in programming independently, which includes amongst others searching for commands, creating graphics, string handling and writing functions. Basic knowledge in statistics is desirable.




Semester: SoSe 2024